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Trade: LTC/USDT/60/BBL/MIDPOINT/9269

Strategy
LTC/USDT/60/BBL/MIDPOINT/9269
Pair
LTC_USDT
Interval
1h
Score
310922
Daily Profit
0.197002
Profit Factor
1.486213
Profitability
55.319149
Streak
9.331646
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-10 22:57
Expiration Time
2025-12-24 21:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 205210.8613 157672.3287 47538.5325 353874.5885 253949.0929 99925.4956
Total P&L (%) 205.2109 157.6723 47.5385 353.8746 253.9491 99.9255
Avg Daily Profit (%) 0.197 0.1514 0.0456 0.1453 0.1214 0.0665
Buy And Hold Return (%) 71.0678 71.0678 71.0678 71.0678 71.0678 71.0678
Max Trade Drawdown -75801 -50457 -36188 -160562 -119034 -84363
Profit Factor 1.4862 1.6332 1.2747 1.3858 1.4418 1.2919
Total Trades 235 117 118 235 117 118
Winning Trades 130 63 67 130 63 67
Losing Trades 105 54 51 105 54 51
Profitability (%) 55.3191 53.8462 56.7797 55.3191 53.8462 56.7797
Ratio Avg Win / Avg Loss 1.2004 1.3999 0.9703 1.1193 1.2358 0.9834
Largest Winning Trade 31152 31152 11324 57909 57909 22172
Largest Losing Trade -23964 -23964 -18594 -83550 -83550 -45757
Avg Bars in Trades 104 164 43 104 164 43
Avg Bars in Winners 83 122 45 83 122 45
Avg Bars in Losers 130 214 41 130 214 41
Bars Traded 24471 19302 5169 24471 19302 5169
Profit Streak 9.3316 9.8733 9.3316 9.3316 9.8733 9.3316
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 310922 168288 -298167 116629 -31649 -143878
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670122800000,
    "first_datapoint_time": 1670814000000,
    "last_datapoint_time": 1760122800000,
    "evaluation_time": 1760126254185,
    "expiration_time": 1766602800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 245,
            "offset": 0,
            "std": 1.84116
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 160,
            "offset": 33
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            205210.8612764605,
            157672.3287365408,
            47538.5325399198,
            353874.5884685813,
            253949.0928954111,
            99925.4955731702
        ],
        [
            205.210861,
            157.672329,
            47.538533,
            353.874588,
            253.949093,
            99.925496
        ],
        [
            0.197002,
            0.151365,
            0.045637,
            0.145319,
            0.121416,
            0.066528
        ],
        [
            71.067831,
            71.067831,
            71.067831,
            71.067831,
            71.067831,
            71.067831
        ],
        [
            -75801,
            -50457,
            -36188,
            -160562,
            -119034,
            -84363
        ],
        [
            1.486213,
            1.633232,
            1.274688,
            1.385838,
            1.441815,
            1.291863
        ],
        [
            235,
            117,
            118,
            235,
            117,
            118
        ],
        [
            130,
            63,
            67,
            130,
            63,
            67
        ],
        [
            105,
            54,
            51,
            105,
            54,
            51
        ],
        [
            55.319149,
            53.846154,
            56.779661,
            55.319149,
            53.846154,
            56.779661
        ],
        [
            1.200402,
            1.399913,
            0.970285,
            1.119331,
            1.235841,
            0.983358
        ],
        [
            31152,
            31152,
            11324,
            57909,
            57909,
            22172
        ],
        [
            -23964,
            -23964,
            -18594,
            -83550,
            -83550,
            -45757
        ],
        [
            104,
            164,
            43,
            104,
            164,
            43
        ],
        [
            83,
            122,
            45,
            83,
            122,
            45
        ],
        [
            130,
            214,
            41,
            130,
            214,
            41
        ],
        [
            24471,
            19302,
            5169,
            24471,
            19302,
            5169
        ],
        [
            9.331646,
            9.873312,
            9.331646,
            9.331646,
            9.873312,
            9.331646
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            310922,
            168288,
            -298167,
            116629,
            -31649,
            -143878
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670122800000,
    "first_datapoint_time": 1670814000000,
    "last_datapoint_time": 1760122800000,
    "evaluation_time": 1760126254185,
    "expiration_time": 1766602800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 245,
            "offset": 0,
            "std": 1.84116
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 160,
            "offset": 33
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)